-10.6%
BITO vs LYFT
-69.4%
+58.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.4% |
| 7D | -3.4% | -8.4% | +4.9% | -1.7% |
| 30D | +21.4% | -7.6% | +29.0% | +23.2% |
| 3M | +20.5% | +11.7% | +8.8% | +17.1% |
| 6M | +7.4% | +15.1% | -7.7% | +3.4% |
| YTD | -13.9% | -20.9% | +7.0% | -10.8% |
| 1Y | -35.1% | -16.4% | -18.7% | -34.0% |
| 3Y | +156.8% | +35.2% | +121.6% | +117.2% |
| All | -10.6% | -69.4% | +58.8% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LYFT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling